Ok so after a lot of trial and error i have it figured out...for now. My contacts were transferred over by VZW from my BBY to my Bolt so I dont know if they were in a different format or what but here is what i did to make it work:
-Go to people and open up the contact you want to link with facebook
-Then Use the onscreen option of "Edit Contact"-not menu->edit
-You do not have to edit anything, hit the back arrow key 2x to exit out of edit and make sure it says contact saved.
-Now got to the link button, sync with Facebook for HTC Sense
-Type in the name and select the profile
-Hit done!
If it doesnt work the first time "edit" the contact to save it again and try again. Yes this is a tedious process but it is the only way i found to work for me!